Package jsl.utilities.random.rvariable

Class DEmpiricalRV

java.lang.Object

jsl.utilities.random.rvariable.AbstractRVariable

jsl.utilities.random.rvariable.DEmpiricalRV

All Implemented Interfaces:

java.util.function.DoubleSupplier, GetNameIfc, GetValueIfc, IdentityIfc, PreviousValueIfc, RandomIfc, GetRandomNumberStreamIfc, RNStreamControlIfc, SetRandomNumberStreamIfc, NewAntitheticInstanceIfc, RVariableIfc, SampleIfc

public final class DEmpiricalRV
extends AbstractRVariable

Discrete Empirical Random Variable. Randomly selects from the supplied values in the value array according to the supplied CDF array. The CDF array must have valid probability elements and last element equal to 1. Every element must be greater than or equal to the previous element in the CDF array. That is, monotonically increasing.

Nested Class Summary

Nested classes/interfaces inherited from interface jsl.utilities.random.rvariable.RVariableIfc

RVariableIfc.RVType

Field Summary

Fields inherited from class jsl.utilities.random.rvariable.AbstractRVariable

myRNStream

Constructor Summary

Constructors

Constructor	Description
DEmpiricalRV(double[] values, double[] cdf)	Randomly selects from the array using the supplied cdf
DEmpiricalRV(double[] values, double[] cdf, int streamNum)	Randomly selects from the array using the supplied cdf
DEmpiricalRV(double[] values, double[] cdf, RNStreamIfc rng)	Randomly selects from the array using the supplied cdf

Method Summary

Modifier and Type	Method	Description
protected double	generate()
double[]	getCDF()
double[]	getValues()
static RVControls	makeControls()	The keys are "values" with default an array {0.0, 1.0} and key "cdf" with default array {0.5, 1.0}
DEmpiricalRV	newInstance(RNStreamIfc rng)
java.lang.String	toString()

Methods inherited from class jsl.utilities.random.rvariable.AbstractRVariable

advanceToNextSubstream, getAntitheticOption, getId, getName, getPreviousValue, getRandomNumberStream, getValue, newAntitheticInstance, newInstance, resetStartStream, resetStartSubstream, sample, setAntitheticOption, setName, setPreviousValue, setRandomNumberStream

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface jsl.utilities.random.rng.GetRandomNumberStreamIfc

getStreamNumber

Methods inherited from interface jsl.utilities.random.rvariable.RVariableIfc

asDoubleStream, getAsDouble, getSumOfValues, newInstance

Methods inherited from interface jsl.utilities.random.SampleIfc

sample, sample

Methods inherited from interface jsl.utilities.random.rng.SetRandomNumberStreamIfc

setRandomNumberStream

Constructor Detail

DEmpiricalRV

public DEmpiricalRV(double[] values,
                    double[] cdf)

Randomly selects from the array using the supplied cdf

Parameters:

values - array to select from

cdf - the cumulative probability associated with each element of array

DEmpiricalRV

public DEmpiricalRV(double[] values,
                    double[] cdf,
                    int streamNum)

Randomly selects from the array using the supplied cdf

Parameters:

values - array to select from

cdf - the cumulative probability associated with each element of array

streamNum - the stream number

DEmpiricalRV

public DEmpiricalRV(double[] values,
                    double[] cdf,
                    RNStreamIfc rng)

Randomly selects from the array using the supplied cdf

Parameters:

values - array to select from

cdf - the cumulative probability associated with each element of array

rng - the source of randomness

Method Detail

newInstance

public DEmpiricalRV newInstance(RNStreamIfc rng)

Parameters:

rng - the RNStreamIfc to use

Returns:

a new instance with same parameter value

getValues

public double[] getValues()

Returns:

the values to select from

getCDF

public double[] getCDF()

Returns:

the cdf to select with

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

generate

protected double generate()

Specified by:

generate in class AbstractRVariable

Returns:

the randomly generated variate

makeControls

public static RVControls makeControls()

The keys are "values" with default an array {0.0, 1.0} and key "cdf" with default array {0.5, 1.0}

Returns:

a control for DEmpirical random variables